Description: The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability distribution for interest rate scenario generation. It addresses which should be used for valuation purposes and strategy development.

Description: The research investigates the challenges associated with determining a “fair value” assessment for embedded options in two product types and incorporates the process into product pricing and liability valuation

Description: Summary of NAIC's Winter National Meeting

Description: This article discusses scenario generators to price or value insurance products.

Description: An observation is made regarding the impact interest rate scenarios have on VM-20 stochastic reserves.

Description: 1988 Valuation Actuary Symposium. The session discussed the C-3 risk, not the C-1 risk in the title. It explored the question: For testing purposes, how does one create the investment scenarios to which you expose your assets and liabilities?

Description: 1998 Valuation Actuary Symposium. The panelists discussed applying economic scenario generators in the life insurance business, a particular generator that has been developed at SS&C Technology Company, a way of reducing the number of scenarios to get the maximum amount of information, and what to look for in a software vendor.

Description: Describes using the new multi-risk scenario generator to create sensitivity tests at moderately adverse probability levels, resulting in margins to use for PBR.

Description: 1988 Valuation Actuary Symposium, In this session, the presenter suggests the value of the Reg 126 testing is a function of the attitude of the company toward the process. He also explored the differences in results by product of using deterministic versus stochastic scenarios.

Description: Presents a summary of the results of the Economic Assumptions Guidance Task Force survey regarding use of economic assumptions in insurance modeling.